ASHR Options History — February 2020

In February 2020, ASHR traded between $26.04 and $29.38. ATM implied volatility averaged 25.3%, placing in the 50.0% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 8.2% (HV 20d: 33.5%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.94.

Notable Days

  • 2020-02-04: Highest Volume — 109,653 contracts
  • 2020-02-28: Largest IV spike — 24.5% change
  • 2020-02-28: Highest IV Rank — 100.0%
  • 2020-02-28: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.31$26.04$29.38$26.04$28.31
Max Pain$27.92$27.00$29.00$27.50$29.00
ATM IV25.3%21.3%35.7%30.4%35.7%
Expected Move7.4%6.1%11.0%9.2%11.0%
HV 20d33.5%26.0%36.7%26.0%30.0%
HV 60d24.2%20.8%25.2%20.8%25.2%
IV Rank50.0%30.0%100.0%76.5%100.0%
IV Percentile58.7%32.9%100.0%93.3%100.0%
Term Structure-0.5%-5.1%1.5%-0.6%-2.0%
VWIV26.3%21.4%40.3%32.8%40.3%
Skew 25d3.4%2.1%7.4%4.2%7.4%
Skew 10d8.1%5.5%17.7%8.1%16.8%
Call IV 25d24.4%20.9%33.6%28.3%33.6%
Put IV 25d27.8%23.2%41.1%32.5%41.1%
Bid-Ask Spread %8.753.7237.1710.9437.17
Gamma HHI0.180.130.310.130.30
Net GEX6.8M-24.1M25.2M-2.3M-24.1M
Net DEX-86.6M-261.1M156.0M156.0M53.2M
Net VEX-1.4M-1.7M-1.1M-1.1M-1.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.226.120.414.87
Total Volume36,962.5268,292109,65393,35262,175
Total OI441,990.211378,893484,443432,303471,649

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$26.04$27.5030.4%9.2%26.0%76.5%32.8%4.2%-0.6%-2.3M156.0M-1.1M0.4110.94N/AN/A66,07727,275264,206168,097
2020-02-04$27.59$27.5029.4%8.6%34.7%71.0%29.6%3.3%-5.1%5.0M-50.7M-1.3M1.106.80N/AN/A52,27957,374265,057176,895
2020-02-05$27.66$27.5026.8%8.2%34.6%57.6%28.0%3.5%-0.4%5.2M-41.8M-1.4M0.364.37N/AN/A17,3156,291265,761181,280
2020-02-06$27.54$27.0026.4%7.3%34.5%55.6%27.1%3.7%0.2%4.6M-21.5M-1.4M6.127.10N/AN/A6,80741,639267,260177,812
2020-02-07$27.38$27.0025.3%7.3%34.4%50.1%25.1%3.3%-0.3%-6.2M38.0M-1.4M3.035.54N/AN/A4,55813,805268,534215,909
2020-02-10$27.95$27.0024.5%6.8%35.6%46.2%24.3%3.3%-0.7%4.3M-60.7M-1.3M1.754.20N/AN/A5,3919,426246,227186,484
2020-02-11$28.36$28.0023.4%6.7%35.2%40.6%24.4%2.7%0.1%9.8M-120.2M-1.3M1.105.41N/AN/A9,91010,945248,536191,344
2020-02-12$28.68$28.0022.4%6.3%35.6%35.4%22.2%2.8%-0.7%13.8M-166.5M-1.3M0.303.88N/AN/A8,4772,556250,332198,717
2020-02-13$28.12$28.0023.0%6.6%36.0%38.6%22.3%3.2%-0.2%7.6M-85.4M-1.3M0.223.72N/AN/A16,8143,715246,219199,099
2020-02-14$28.35$28.0022.2%6.5%36.3%34.6%22.3%2.1%0.2%13.2M-122.3M-1.3M1.525.47N/AN/A3,2855,007254,222201,274
2020-02-18$28.76$28.0021.9%6.3%36.7%32.7%21.8%2.8%-0.1%19.5M-162.9M-1.2M1.015.65N/AN/A7,2247,307245,106187,833
2020-02-19$28.90$28.0021.3%6.1%35.3%30.0%21.4%2.3%-0.1%22.5M-182.8M-1.2M0.514.97N/AN/A17,6909,029244,969193,617
2020-02-20$29.06$28.0021.6%6.2%35.4%31.5%21.9%2.2%-0.4%25.2M-211.4M-1.2M0.595.13N/AN/A13,9558,211257,946198,777
2020-02-21$29.38$28.0022.0%6.4%34.7%33.4%22.2%2.4%-0.6%21.4M-261.1M-1.3M2.144.76N/AN/A19,19741,112261,647202,698
2020-02-24$28.80$28.0023.8%6.9%35.3%42.5%25.8%2.8%1.5%6.0M-97.1M-1.4M1.6322.57N/AN/A8,02113,070210,968167,925
2020-02-25$28.77$28.0025.8%7.6%28.5%52.6%27.9%4.5%-0.3%5.6M-91.4M-1.4M6.029.59N/AN/A8,57351,648214,393175,979
2020-02-26$29.04$29.0025.8%7.8%28.6%52.9%28.0%3.9%-0.3%-296.6K-104.7M-1.5M2.3510.13N/AN/A7,64517,992220,407219,603
2020-02-27$29.15$29.0028.7%8.6%28.6%67.6%31.6%4.5%-0.6%-1.5M-111.7M-1.6M1.848.78N/AN/A14,27026,223220,154230,878
2020-02-28$28.31$29.0035.7%11.0%30.0%100.0%40.3%7.4%-2.0%-24.1M53.2M-1.7M4.8737.17N/AN/A10,59751,578227,381244,268